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Infinite dimensional Langevin equation and Fokker-Planck equation

Published online by Cambridge University Press:  22 January 2016

Yoshio Miyahara
Yoshio Miyahara*
Affiliation:
Nagoya City University
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Stochastic processes on a Hilbert space have been discussed in connection with quantum field theory, theory of partial differential equations involving random terms, filtering theory in electrical engineering and so forth, and the theory of those processes has greatly developed recently by many authors (A. B. Balakrishnan [1, 2], Yu. L. Daletskii [7], D. A. Dawson [8, 9], Z. Haba [12], R. Marcus [18], M. Yor [26]).

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 81 , March 1981 , pp. 177 - 223
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1981

References

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